Free infinite divisibility for powers of random variables
From MaRDI portal
Publication:2805294
Abstract: We prove that follows an FID distribution if: (1) follows a free Poisson distribution without an atom at 0 and ; (2) follows a free Poisson distribution with an atom at 0 and ; (3) follows a mixture of some HCM distributions and ; (4) follows some beta distributions and is taken from some interval. In particular, if is a standard semicircular element then is freely infinitely divisible for . Also we consider the symmetrization of the above probability measures, and in particular show that is freely infinitely divisible for . Therefore is freely infinitely divisible for every . The results on free Poisson and semicircular random variables have a good correspondence with classical ID properties of powers of gamma and normal random variables.
Recommendations
Cited in
(18)- On free generalized inverse Gaussian distributions
- Free infinite divisibility of free multiplicative mixtures of the Wigner distribution
- On the free Lévy measure of the normal distribution
- Monotone increment processes, classical Markov processes, and Loewner chains
- Free infinite divisibility for beta distributions and related ones
- On the law of free subordinators
- The infinite divisibility and orthogonal polynomials with a constant recursion formula in free probability theory
- On freely quasi-infinitely divisible distributions
- Free infinite divisibility for generalized power distributions with free Poisson term
- On the non-classical infinite divisibility of power semicircle distributions
- Regular variation and free regular infinitely divisible laws
- Characterization of non-commutative free Gaussian variables
- scientific article; zbMATH DE number 5768113 (Why is no real title available?)
- scientific article; zbMATH DE number 176896 (Why is no real title available?)
- On free regular infinitely divisible distributions
- k-divisible random variables in free probability
- Free infinite divisibility for ultrasphericals
- On free infinite divisibility for classical Meixner distributions
This page was built for publication: Free infinite divisibility for powers of random variables
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2805294)